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Real-time and historical market data: priorities, preferences and the cloud
This paper, commissioned by LSEG, focuses on firms’ current market data priorities, the asset classes and geographies they are looking to focus on in the near future, and the benefits they can expect by moving their historical market data storage and…
Shaping the future of US Treasuries trading
Tradeweb Markets’ Thomas Pluta and Bhas Nalabothula, and Maile Robichaud from State Street Global Advisors discuss the evolution of US Treasuries trading and the innovations that are shaping its future
From ‘glut effects’ to ‘greedflation’: the factors shaping derivatives markets in 2024
Societe Generale and Risk.net held the ninth edition of their annual flagship Derivatives Conference in the iconic SG Towers at La Défense. Usually hosted in London, the event was co-sponsored by the CME Group and took place in Paris for the first time,…
Finding the investment management ‘one analytics view’
This paper outlines the benefits accruing to buy-side practitioners on the back of generating a single analytics view of their risk and performance metrics across funds, regions and asset classes
Collateral damage: the lowdown on dirty CSAs
How are banks coping with growing demand for non-cash collateral in uncleared derivatives contracts? An expert panel discusses the re-emergence of dirty CSAs
Emerging lessons from the current credit risk cycle
Experts discuss the challenges of higher inflation and interest rates, the impact on defaults, innovations in credit risk modelling and predictions for 2024
Structured credit: the outlook for 2024
In this webinar produced by Risk.net in association with Numerix, experts discuss the risks, opportunities and outlook for structured credit markets in 2024
Dismantling the zeal and the hype: the real GenAI use cases in risk management
Chartis explores the advantages and drawbacks of GenAI applications in risk management – firmly within the well-established and continuously evolving AI landscape
Payment risk: facing the regulators with confidence
As banks continue to struggle with controlling their payments functions, Alex Knight, head of Emea at Baton Systems, explains how institutions can overcome this problem by easily activating payment rules that can be immediately applied across multiple…
Future expectations for XVA and counterparty credit risk management
Alberto Micucci, director, financial risk and analytics at S&P Global Market Intelligence, discusses his future expectations for XVA and counterparty credit risk management.
Navigating technology integration in an altered buy-side risk landscape
Luke Armstrong discusses the expanding role of buy-side risk teams, the comprehensive integration of risk factors and how technology can help risk managers navigate a dynamically shifting risk landscape
In search of clean data: firms navigate data challenges as LLM adoption flourishes
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
Trends in regulatory enforcement in the age of compliance angst
Legal and compliance experts discuss the changing shape of regulatory enforcement and how financial institutions are adapting to a shift in approach
Tackling credit risk in turbulent times
Survey reveals Apac CROs’ top credit risk priorities
Models shed light on opaque private credit markets
Stewart Webster, director of credit and risk at S&P Global Market Intelligence, discusses how his team is providing transparency in this challenging sector of the credit markets.
Assessing the importance of liquidity and climate risk in an evolving risk landscape
In a Risk.net webinar sponsored by S&P Global Market Intelligence, five experts discussed the challenges that evolving risks pose and how the buy side is having to adapt its approach. This article examines the key themes that emerged from that discussion
Can ChatGPT unlock better investment portfolio selection?
This white paper explores the potential uses of generative AI models, such as ChatGPT, for investment portfolio selection.
New challenges for fuel companies in a changing biofuels market
The market for biofuels is undergoing transformative change, driven by ambitious regulation and rising demand from corporates looking to decarbonise to hit net-zero pledges.
Charting the course for structured credit markets in 2024
This Risk.net webinar, in collaboration with Numerix, explores the intricate world of structured credit markets in 2024. The discussion reviews the key market dynamics in 2023, and looks ahead to 2024 to observe how practitioners are handling the…
Operational resilience using the cloud
This webinar focuses on the business and operational benefits to firms on the back of their cloud strategies, across an industry that is often unforgiving to those not able to guarantee 100% uptime, operational robustness and competitiveness
Strategies for effective real-time data capture and robust risk management
Risk management systems, processes and real-time data aggregation techniques are rapidly evolving across financial institutions against a backdrop of high market volatility and rapid technological development
Banking ALM outlook 2024
Video Q&A with Andrew Aziz, chief strategy officer and head of product, SS&C Algorithmics
Buy-side traders opt for derivatives automation in pursuit of timing and pricing precision
Increased capacity and efficiency have been key drivers of automation, with the introduction of new technologies at the trading venue level facilitating the implementation of new trading styles. Exploring the impact of high-volume trading and expanding…
Leading-edge LLM approaches: predictive analytics for M&A targets
Utilising LLMs, LSEG’s StarMine Mergers and Acquisitions Target Model is transforming the landscape for M&A target predictions. LSEG’s Nelson Chin and Richard Goldman discuss the company’s ongoing innovation in data analytics